mlsanityData to 7 Oct 2026

Exact Functional ANOVA Decomposition for Categorical Inputs Models

arXiv 2603.02673 ↗First posted 3 Mar 2026stat.ML cs.LGcited by 1

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Abstract (arXiv)

Functional ANOVA offers a principled framework for interpretability by decomposing a model's prediction into main effects and higher-order interactions. For independent features, this decomposition is well-defined, strongly linked with SHAP values, and serves as a cornerstone of additive explainability. However, the lack of an explicit closed-form expression for general dependent distributions has forced practitioners to rely on costly sampling-based approximations. We completely resolve this limitation for categorical inputs. By bridging functional analysis with the extension of discrete Fourier analysis, we derive a closed-form decomposition without any assumption. Our formulation is computationally very efficient. It seamlessly recovers the classical independent case and extends to arbitrary dependence structures, including distributions with non-rectangular support. Furthermore, leveraging the intrinsic link between SHAP and ANOVA under independence, our framework yields a natural generalization of SHAP values for the general categorical setting.

Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 14 of its 32 references that are in the map. First posted on arXiv 3 Mar 2026.

Builds on

14 of 32 references.

References · 14

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2 more
  1. 2023A benchmark of categorical encoders for binary classificationcited by 5
  2. 2025Tree Ensemble Explainability through the Hoeffding Functional Decomposition and TreeHFD Algorithmcited by 5

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